The Northface of Fat
All mammals are born with brown adipose tissue, also known as "brown fat". This fatty tissue looks a lot like the white fat we're used to burning off at the gym in the form of chubby rolls and double chins. While white fat is an insulator, brown fats main role is to burn white fat to generate body heat; the two work together. It is the only mammalian tissue whose sole purpose is to make heat (thermogenesis). Wild canines as well as wild humans develop such a thick layer of this fat they can emit heat which literally steams off of their bodies at freezing temperatures.
Human babies are born with an amazingly high content of this fat as their bodies have not developed the proper muscle mass to shiver themselves warm; those cute chubby cheeks and those fat legs are natures way of turning on the internal heat for survival. This is why babies born pre-mature must be incubated. The longer you stay outside in freezing temps the more your body retains as well as produces brown fat which in turn burns the white fatty fat, converting it into heat; allowing you to walk through a blizzard naked and feel like you have a parka on. Because we live indoor lifestyles, we lose and have little to none, which is why we freeze sometimes when its actually quite warm out.
As little as 3,000 years ago dogs and humans could move atop a snow-filled mountain with only hair as a barrier and create a fog of heat around their furnace-hot skins. Fat storage in the body is something that took millions of years to develop, way before dwellings and even fire was accessible to man. Luckily our dogs and us still produce brown fat but only dependent on how it is needed. So get outside in the cold, shiver, and get some brown fat on you!